期刊論文1. | Mayer, Christopher J.、Simons, Katerina V.(1994)。Reverse Mortgages and the Liquidity of Housing Wealth。Journal of American Real Estate Urban Economics Association,22(2),235-255。 |
2. | Hancock, Ruth(1998)。Can Housing Wealth Alleviate Poverty among Britain's Older Population?。Fiscal Studies,19(3),249-272。 |
3. | Lee, Ronald D.、Miller, Timothy(2001)。Evaluating the performance of the Lee-Carter method for forecasting mortality。Demography,38,537-549。 |
4. | Ong, Rachel(2008)。Unlocking Housing Equity Through Reverse Mortgages: The Case of Elderly Homeowners in Australia。European Journal of Housing Policy,8(1),61-79。 |
5. | Lee, Ronald D.(2000)。The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications。North American Actuarial Journal,4(1),80-93。 |
6. | 林士貴、蔡怡純、陳明吉、莊明哲(20120900)。The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index。財務金融學刊,20(3),49-70。 延伸查詢 |
7. | Lien, Chun-Hung、Liao, Szu-Lang、Lee, Cheng-Feng(2005)。Empirical Comparison of Interest Rate Models: The Case of Taiwan Commercial Paper Rate。Management Review,24,29-53。 |
8. | Dothan, L. Uri(1978)。On the term structure of interest rates。Journal of Financial Economics,6(1),59-69。 |
9. | Chan, Kalok C.、Karolyi, George Andrew、Longstaff, Francis A.、Sanders, Anthony B.(1992)。An Empirical Comparison of Alternative Models of the Short-term Interest Rate。Journal of Finance,47(3),1209-1227。 |
10. | Brennan, Michael J.、Schwartz, Eduardo S.(1980)。Analyzing Convertible Bonds。Journal of Financial and Quantitative Analysis,15(4),907-929。 |
11. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4,141-183。 |
12. | Chen, Hua、Cox, Samuel H.、Wang, Shaun S.(2010)。Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher Transform。Insurance: Mathematics and Economics,46(2),371-384。 |
13. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。 |
14. | Li, Johnny Siu‐Hang、Hardy, Maiy R.、Tan, Ken Seng(2010)。On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms。The Journal of Risk and Insurance,77(2),499-522。 |
15. | Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics,5(2),177-188。 |
16. | Cox, John C.、Ingersoll, Jonathan E.、Ross, Stephen A.(1980)。An analysis of variable rate loan contracts。Journal of Finance,35,389-403。 |
17. | Lee, Tung-Hao、Liao, Chih-Feng(2011)。The development and literature survey on property derivatives: The growing challenge for Taiwan housing index derivatives。Journal of Housing Study,20,85-108。 |
18. | Phillips, William A.、Gwin, Stephen B.(1992)。Reverse mortgages。Transactions of Society of Actuaries,44,289-323。 |
19. | Wang, Jennifer L.、Hsieh, Ming-Hua、Chiu, Yu-Fen(2011)。Using reverse mortgages to hedge longevity and financial risks for life insurers: A generalized immunization approach。Geneva Papers on Risk and Insurance - Issues and Practice,36,697-717。 |
20. | 葉玫惠、李存修(20141200)。Monitoring the Risk of Mortgage Loans Dynamically with Survival Analysis。財務金融學刊,22(4),55-76。 延伸查詢 |
21. | Lee, Ronald D.、Carter, Lawrence R.(1992)。Modeling and Forecasting U.S. Mortality。Journal of the American Statistical Association,87(419),659-671。 |